Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47406.06 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46008.07 Kr¶

PnL: ---------------------------------------> -880.5 Kr¶

DD now: ---------------------------------> -2.517 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 13:47:29.888502'

Anic Portfolio¶

Today¶

Return: 0.203 %¶

This Week¶

Return: -1.058 %¶

Total¶

Return: 55.195 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 1.010000 2800.000000 164.000000 6.220000 2636.000010
HMS Networks 2 -0.760000 784.800000 111.800000 16.610000 673.000000
Nordea Bank Abp 29 0.950000 3516.540000 62.540000 1.810000 3453.999992
MedCap 2 1.300000 469.000000 48.000000 11.400000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.280000 398.700000 43.700000 12.310000 355.000000
SAAB B 8 -0.840000 3414.400000 37.400000 1.110000 3377.000000
Boozt 12 1.010000 1688.400000 34.400000 2.080000 1653.999996
Resurs Holding 22 1.260000 601.260000 27.260000 4.750000 573.999998
Corem Property Group B 59 0.490000 601.800000 24.800000 4.300000 576.999999
AcadeMedia 12 -0.080000 578.160000 21.160000 3.800000 557.000004
Swedbank A 3 1.460000 584.250000 20.250000 3.590000 564.000000
Intrum 4 0.110000 545.400000 18.400000 3.490000 527.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Securitas B 6 1.290000 583.560000 13.560000 2.380000 570.000000
OEM International B 7 -0.900000 541.100000 13.100000 2.480000 527.999997
Norva24 Group 16 -0.230000 552.640000 9.640000 1.780000 543.000000
Samhällsbyggnadsbo. i Norden D 12 3.310000 254.880000 8.880000 3.610000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 569.100000 7.100000 1.260000 562.000005
Creaspac SPAC 6 0.210000 582.000000 5.000000 0.870000 577.000002
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Coor Service Management Hold. 8 -0.370000 533.600000 1.600000 0.300000 532.000000
Handelsbanken A 5 0.320000 541.750000 -4.250000 -0.780000 546.000000
Midsona B 63 0.330000 570.150000 -12.850000 -2.200000 582.999984
International Petroleum Corp. 5 3.710000 572.500000 -22.070000 -3.710000 594.565215
CTEK 13 -3.870000 510.120000 -23.880000 -4.470000 533.999999
Essity B 2 -0.730000 545.200000 -28.800000 -5.020000 574.000000
Essity A 4 -0.180000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 -1.530000 545.560000 -67.440000 -11.000000 612.999432
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 1.160000 3654.000000 -157.000000 -4.120000 3810.999990
Beijer Electronics Group 26 -1.110000 2771.600000 -199.400000 -6.710000 2971.000006
OX2 18 0.630000 1427.400000 -236.600000 -14.220000 1663.999992
Axfood 13 0.300000 3478.800000 -277.200000 -7.380000 3756.000001
Ovzon 52 -1.310000 2740.400000 -621.600000 -18.490000 3361.999992
TOTAL 46008.070000 -880.500000 -2.51662% 46888.564618

Updated:¶

'2023-01-27 13:47:42.871816'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶